+225.7%
XLE vs OWL
-3.7%
+229.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.9% |
| 7D | 0.0% | -3.9% | +3.9% | +0.7% |
| 30D | +12.6% | -3.7% | +16.3% | +13.1% |
| 3M | +11.8% | +21.4% | -9.6% | +7.1% |
| 6M | +16.1% | +18.3% | -2.3% | +10.8% |
| YTD | +46.9% | -20.1% | +67.0% | +52.2% |
| 1Y | +53.3% | -32.8% | +86.0% | +64.4% |
| 3Y | +54.9% | +8.6% | +46.4% | +45.5% |
| 5Y | +225.7% | -4.5% | +230.1% | +204.1% |
| All | +225.7% | -3.7% | +229.4% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling